Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48311.42 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46111.44 Kr¶

PnL: ---------------------------------------> -2110.81 Kr¶

DD now: ---------------------------------> -7.223 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:02:05.264283'

Anic Portfolio¶

Today¶

Return: -0.33 %¶

This Week¶

Return: -0.33 %¶

Total¶

Return: 58.159 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.020000 830.250000 132.250000 18.950000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.570000 707.180000 21.180000 3.090000 686.000016
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.850000 494.200000 9.200000 1.900000 485.000000
MEKO 13 -2.040000 1562.600000 8.600000 0.550000 1554.000006
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
Nordisk Bergteknik B 130 -3.170000 4166.500000 2.500000 0.060000 4163.999970
G5 Entertainment 3 -0.990000 569.100000 -2.900000 -0.510000 572.000001
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
SKF B 3 -4.290000 588.300000 -7.700000 -1.290000 596.000001
ASSA ABLOY B 2 -1.920000 500.800000 -13.200000 -2.570000 514.000000
Addnode Group B 6 -2.610000 695.400000 -13.600000 -1.920000 709.000002
Embracer Group B 14 -5.640000 670.320000 -18.680000 -2.710000 689.000004
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.540000 610.400000 -22.600000 -3.570000 632.999997
Loomis 6 -2.320000 2019.600000 -23.400000 -1.150000 2043.000000
ITAB Shop Concept 56 -3.720000 666.400000 -24.600000 -3.560000 691.000016
Fastighetsbolaget Emilshus B 23 23.460000 667.000000 -28.000000 -4.030000 694.999993
Husqvarna B 7 -3.540000 610.820000 -29.180000 -4.560000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.830000 477.200000 -33.800000 -6.610000 511.000000
Swedbank A 3 -3.470000 576.450000 -41.550000 -6.720000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.540000 558.500000 -48.500000 -7.990000 607.000000
Collector Bank 29 -7.160000 1180.300000 -53.700000 -4.350000 1233.999996
Dustin Group 18 -4.830000 609.480000 -60.520000 -9.030000 669.999996
Nordea Bank Abp 30 -3.980000 3702.000000 -61.000000 -1.620000 3762.999990
Mips 1 -3.250000 467.900000 -61.100000 -11.550000 529.000000
AFRY 3 -3.200000 517.200000 -77.800000 -13.080000 594.999999
Viaplay Group B 4 -5.820000 944.400000 -92.600000 -8.930000 1037.000000
RVRC Holding 17 -3.590000 547.740000 -135.260000 -19.800000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46111.440000 -2110.810000 -7.22281% 48222.250041

Updated:¶

'2023-03-13 14:02:19.237825'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶